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Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1739-1742

Persistent link: https://www.econbiz.de/10001755419

Moment component analysis : an illustration with international stock markets

Jondeau, Eric; Jurczenko, Emmanuel; Rockinger, Michael - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 576-598

Persistent link: https://www.econbiz.de/10012249215

Systemic risk in Europe

Engle, Robert F.; Jondeau, Eric; Rockinger, Michael - In: Review of finance : journal of the European Finance … 19 (2015) 1, pp. 145-190

Persistent link: https://www.econbiz.de/10011343055

Periodic or generational actuarial tables : which one to choose?

Arnold-Gaille, Séverine; Jijiie, Anca-Stefania; … - 2017

The increase in life expectancy over the past several decades has been impressive and represents a key challenge for institutions that provide life insurance products. Indeed, when a new actuarial table is released with updated survival and death rates, such institutions need to update the...

Persistent link: https://www.econbiz.de/10011875680